+108.6%
MTB vs BR
-5.3%
+113.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | 0.0% | -3.0% | +3.0% | +0.9% |
| 30D | -4.8% | -0.3% | -4.5% | -4.9% |
| 3M | +6.0% | +17.3% | -11.3% | +0.2% |
| 6M | +19.6% | -6.7% | +26.3% | +22.5% |
| YTD | +21.5% | -23.4% | +44.9% | +35.7% |
| 1Y | +24.7% | -32.7% | +57.4% | +48.9% |
| 3Y | +108.6% | -5.9% | +114.5% | +92.0% |
| All | +108.6% | -5.3% | +113.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling